Senior Python Developer - Market Risk

Overview

Hybrid
$90,000 - $100,000
Full Time

Skills

python
development
market risk
financial risk
derivatives
futures
options
GIT
pandas
numpy
bloomberg API

Job Details

Senior Python Developer Market Risk

Salary: $90k-$100k + bonus

Location: Chicago, IL

Hybrid: 3 days onsite, 2 days remote

*We are unable to provide sponsorship for this role*

Qualifications

    • Bachelor s Degree in Finance or related.
    • Proficient understanding of statistical concepts, derivatives pricing, securities markets and options trading strategies.
    • 2+ years of experience in capital markets, back-office operations, or risk management
    • 2+ years of Python Development
    • Experience with Pandas, NumPy and version control systems (e.g. Git)
    • SQL experience including knowledge of subqueries, CTEs, windows functions, partitions, advanced join commands, and using grouping and aggregate functions.
    • Experience with Bloomberg API preferred.

Responsibilities

    • Analyze market risk exposures for products and accounts including equities, futures, index and equity options, options on futures and government securities.
    • Develop tools and reports using large data sets to assist with financial risk analysis and reporting.
    • Conduct ad-hoc data analysis for senior management during critical market events.
    • Monitor current financial market conditions including corporate earnings and key economic announcements
    • Monitor clearing members trading positions and collateral for sensitivities to various risk factors using market risk methodologies including Monte Carlo and Stress Testing.
    • Assist the Market Risk Team by proposing, developing and specifying requirements for a best-in-class intraday market risk system along with a suite of proprietary technological tools.
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